ABSAUTO Model

Inputs

WAC - DOUBLE
        Gross Coupon(WAC) of Loan(Pool) in Percent. If ARM, this is WAC at origination : REQUIRED

Age - INTEGER
        AGE of Collateral (Payment # minus 1 of 1st Forecast) : REQUIRED

FirstForecastMonth - INTEGER
        Month(1-12) of first forecast month : REQUIRED

FirstForecastYear - INTEGER
        Year (ex. 2001) of first forecast month : REQUIRED

RemainingTerm - INTEGER
        Remaining Term of Collateral (Months) : REQUIRED

Type - TYPES
        Type of model stratification to use

Results

SMM - TIMESERIES
        Speed vector as Simple Monthly Mortality (decimal)

VERSION - STRING
        AD&Co System/Model Version Number <System No>.<API No>.<Model No><compile letter>

Other Lists


TYPES - Auto Model Types

Element Name Element Description Type
All Use model estimated from all data NULLELEM
Strat Use model estimated from coupon-stratified data NULLELEM